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Sources of return in the index futures markets

Zaremba, Adam - In: Contemporary economics 5 (2011) 2, pp. 54-71

The paper concerns an issue of existence of a risk premium in equity and index futures markets. The paper consists of four parts. The first part describes the basic hypotheses of forward curves in the futures market. In the second section, I formulate 5 hypotheses concerning a risk premium in...

Persistent link: https://www.econbiz.de/10009244093

A performance evaluation model for global macro funds

Zaremba, Adam - In: International journal of finance & banking studies : JJFBS 3 (2014) 1, pp. 161-172

Persistent link: https://www.econbiz.de/10010532770

Country value premiums and financial crises

Zaremba, Adam - In: International journal of finance & banking studies : JJFBS 3 (2014) 1, pp. 12-50

Persistent link: https://www.econbiz.de/10010532782

Portfolio diversification with commodities in times of financialization

Zaremba, Adam - In: International journal of finance & banking studies : JJFBS 4 (2015) 1, pp. 18-36

Persistent link: https://www.econbiz.de/10011285701

Value, size, momentum, and unique role of microcaps in CEE market stock returns

Zaremba, Adam - In: Eastern European economics 53 (2015) 3, pp. 221-241

Persistent link: https://www.econbiz.de/10011373707

Is financialization killing commodity investments?

Zaremba, Adam - In: The journal of alternative investments 18 (2015/16) 1, pp. 66-91

Persistent link: https://www.econbiz.de/10011307947

Macroeconomic determinants of commodity returns in financialized markets

Zaremba, Adam - In: International journal of economics and finance 6 (2014) 5, pp. 147-162

Persistent link: https://www.econbiz.de/10010363495

Is there a low-risk anomaly across countries?

Zaremba, Adam - In: Eurasian economic review : a journal in applied … 6 (2016) 1, pp. 45-65

Persistent link: https://www.econbiz.de/10011441281

The financialization of commodity markets : investing during times of transition

Zaremba, Adam - 2015 - 1. ed.

Persistent link: https://www.econbiz.de/10010509685

Inwestowanie w jakość na rynkach akcji w Europie Środkowo-Wschodniej

Zaremba, Adam - In: Bank i kredyt 46 (2015) 2, pp. 165-190

Persistent link: https://www.econbiz.de/10011294160

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